I don’t see the option to download and install on Software Update screen on IPhone SE

You should see a blue link that says Update. Tap on it. If you don’t see it post a screen shot, and make sure you meet all requirements:

• You need at least 6 GB of free storage
• You must be connected to a Wi-Fi network (and not a personal hotspot)
• The phone must be charged to at least 50%, and preferably plugged in so it stays above 50% during the update
• The phone must not be in Low Power Mode
• The phone must not be connected through VPN, and it may be necessary to delete any VPN apps and VPN profiles
• The phone cannot be in Airplane mode
• You cannot still have a beta version installed on the phone
• You cannot have a previous version that was downloaded, but not installed - go to Settings/General/iPhone Storage to look; if you find an iOS installer, delete it

If you can't meet all of them you can still update using your computer.

What do you see when you go to Settings/General/Software Update?